+53,560.1%
ORLY vs EFX
+4,895.0%
+48,665.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | -1.0% | -9.4% | +8.4% | +1.8% |
| 30D | -6.7% | -6.9% | +0.2% | -4.9% |
| 3M | -3.8% | +0.1% | -3.9% | -4.5% |
| 6M | -9.0% | -17.3% | +8.3% | -4.8% |
| YTD | -5.6% | -21.8% | +16.2% | -0.5% |
| 1Y | -19.5% | -32.5% | +13.0% | -11.6% |
| 3Y | +34.7% | -12.3% | +47.1% | +31.8% |
| 5Y | +118.0% | -36.6% | +154.7% | +129.1% |
| 10Y | +364.1% | +41.0% | +323.1% | +258.6% |
| All | +53,560.1% | +4,895.0% | +48,665.2% | +18,078.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling